Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.555 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47513.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46118.97 Kr¶

PnL: ---------------------------------------> -769.6 Kr¶

DD now: ---------------------------------> -2.296 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:06:44.743954'

Anic Portfolio¶

Today¶

Return: -0.751 %¶

This Week¶

Return: -1.339 %¶

Total¶

Return: 55.546 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.890000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.630000 2751.000000 115.000000 4.360000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.000000 425.400000 70.400000 19.830000 355.000000
Corem Property Group B 59 -2.150000 643.690000 66.690000 11.560000 576.999999
HMS Networks 2 -0.670000 710.800000 37.800000 5.620000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.730000 548.400000 16.400000 3.080000 532.000000
Samhällsbyggnadsbo. i Norden D 12 2.070000 260.880000 14.880000 6.050000 246.000000
Resurs Holding 22 0.600000 587.180000 13.180000 2.300000 573.999998
Eastnine 4 -1.100000 504.000000 13.000000 2.650000 491.000000
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Norva24 Group 16 -4.280000 551.360000 8.360000 1.540000 543.000000
Intrum 4 -0.450000 533.600000 6.600000 1.250000 527.000000
Essity B 2 -0.410000 577.600000 3.600000 0.630000 574.000000
AcadeMedia 12 0.990000 560.400000 3.400000 0.610000 557.000004
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.750000 547.250000 1.250000 0.230000 546.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Swedbank A 3 -1.680000 560.550000 -3.450000 -0.610000 564.000000
Securitas B 6 -0.490000 564.240000 -5.760000 -1.010000 570.000000
Nordea Bank Abp 29 -1.230000 3448.100000 -5.900000 -0.170000 3453.999992
Boozt 12 0.880000 1645.200000 -8.800000 -0.530000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -5.050000 552.300000 -9.700000 -1.730000 562.000005
CTEK 13 -0.660000 509.730000 -24.270000 -4.540000 533.999999
Vivesto 1368 -1.580000 544.740000 -68.260000 -11.140000 612.999432
International Petroleum Corp. 5 1.170000 518.500000 -76.070000 -12.790000 594.565215
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
SAAB B 8 -1.020000 3266.400000 -110.600000 -3.280000 3377.000000
OX2 18 0.060000 1545.300000 -118.700000 -7.130000 1663.999992
Axfood 13 -0.180000 3572.400000 -183.600000 -4.890000 3756.000001
Fasadgruppen Group 35 -1.670000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 -0.170000 3021.200000 -340.800000 -10.140000 3361.999992
TOTAL 46118.970000 -769.600000 -2.29624% 46888.564618

Updated:¶

'2023-01-13 16:06:57.509624'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶